TimeSeries / OutlierDetection / 0.1.1
README.md
Outlier Detection
Detects outliers in time series data. Contains two input formats & 1 output format.
Input Formats
Automatic
input: Double[]
[1,2,3,4,5,6,7,9,25,4,3]
input – a Time series dataset with evenly spaced datapoints.
An outlier is defined by any datapoint outside of 2 standard deviations from the mean with this input.
Manual
[
input: Double[],
t: Double
]
[[1,2,3,4,5,6,7,9,25,4,3, 2.0]
input – a Time series dataset with evenly spaced datapoints.
t – defines the maximum number of standard deviations from the mean with which a datapoint is not considered an outlier.
Output Formats
output: Double[]
[0,0,0,0,0,0,0,25,0,0]
output – is identical in size to the input dataset. If a datapoint is not considered an outlier then it’s indicies’ value is set to 0. If a datapoint is an outlier, it’s indicies’ value is kept from the input.
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